+381.2%
IWF vs GPC
+85.0%
+296.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -10.9% | -1.8% | -9.0% | -10.5% |
| 3M | -8.1% | -6.6% | -1.5% | -6.4% |
| 6M | -7.5% | +21.3% | -28.9% | -14.5% |
| YTD | -3.4% | +4.3% | -7.7% | -7.0% |
| 1Y | -5.0% | +3.3% | -8.3% | -8.4% |
| 3Y | +64.0% | +0.8% | +63.3% | +53.6% |
| 5Y | +56.8% | +7.4% | +49.4% | +41.5% |
| 10Y | +381.2% | +79.2% | +302.0% | +242.1% |
| All | +381.2% | +85.0% | +296.2% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling